Price & Market BehaviorCore researchlive in production
Short Term Reversal
Updated dailyData needs: lowlong onlyshort onlylong short
In plain terms
Stocks that fell sharply over the last few days tend to bounce; stocks that ripped tend to fade. A 1-week mean-reversion bet.
How it works
Stocks that fell sharply over the last 3-10 days tend to bounce in the following 3 days. We z-score recent N-day returns against a 60-day baseline; a z ≤ -1.5 to -2.5 triggers a 3-bar long entry. This is the textbook Jegadeesh (1990) short-horizon reversal — the inverse of medium-term momentum and a proxy for liquidity-provision premiums.
Live results
209 times picked on its own · 515 times inside a blend (408 beat the stock) · updated 2026-06-06This strategy is a frequent ingredient in blends that combine a few strategies on one stock. It has contributed to 515 such blended picks (408 of which beat simply holding the stock). Picking it on its own is only one of the ways it shows up.
How its picks scored vs. buy & hold
Each pick is graded on a recent year it was never tuned on, against simply owning the same stock
Where its edge concentrates
Share of picks in each company-size group that beat buy & hold
How often it trades
Active vs. patient. Bars on the left mean it waits for rare setups; bars on the right mean it trades often
Return vs. buy & hold
How much each pick beat or trailed simply owning the stock over the test year (extreme microcap moves trimmed)
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Data dependencies
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
Expected edge
Jegadeesh (1990) and follow-ups report ~0.5-1%/week on the weekly-reversal portfolio; works best on liquid mid-cap names.
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See which tickers this family is currently firing on, with live signals and rankings.